Beispiel #1
0
def dtw_func():
    
    f = DataReader("F", "yahoo", datetime(2000, 1, 1), datetime(2012, 1, 1))
    f_2008 = f[f.index.year == 2008]
    f_2009 = f[f.index.year == 2009]
    query = f_2008.Volume.values
    template = f_2009.Volume.values
        
    
    
    dist = distancefunc(name="manhattan")
    
    
    
    
    #windowtype="paliwal"
    
    #window, distance, path = dtwpy.dtw(query, template, dist=dist, windowtype=windowtype, windowsize=50,pattern="symmetric1", normalized=False,dist_only=False, cost=True)
    
    #pltdtw.plotwithQT(query, template, path,title="")
    #pltdtw.plotalignment_with_window(window,windowtype,path,title="")
    #pltdtw.plotalignment(path, title="")
    
    
    
    #windowtype="scband"
    
    #window, distance, path = dtwpy.dtw(query, template, dist=dist, windowtype=windowtype, windowsize=50,pattern="symmetric1", normalized=False,dist_only=False, cost=True)
    
    #pltdtw.plotwithQT(query, template, path,title="")
    #pltdtw.plotalignment_with_window(window,windowtype,path,title="")
    #pltdtw.plotalignment(path, title="")
    
    
    
    
    windowtype="itakura"
    
    window, distance, path = dtwpy.dtw(query, template, dist=dist, windowtype=windowtype, windowsize=50,pattern="symmetric1", normalized=False,dist_only=False, cost=True)
    
    #pltdtw.plotwithQT(query, template, path,title="")
    #pltdtw.plotalignment_with_window(window,windowtype,path,title="")
    #pltdtw.plotalignment(path, title="")
    return pltdtw.plotalignment_with_window(window,windowtype,path,title="")
diff1 = int(max_x2 - max_x1)
diff2 = int(max_y1 / max_y2)

D2 = d2[diff1:3543]

plt.figure(1)
plt.plot(d1)

plt.figure(2)
plt.plot(d2)
plt.plot(D2)

query = d1
template = d2

dist = distancefunc(name="manhattan")

windowtype = "itakura"

figure_number = 3

window, distance, path = dtwpy.dtw(query,
                                   template,
                                   dist=dist,
                                   windowtype=windowtype,
                                   windowsize=50,
                                   pattern="symmetric1",
                                   normalized=False,
                                   dist_only=False,
                                   cost=True)
pltdtw.plotwithQT(query, template, path, figure_number, title=" Original")
Beispiel #3
0
data2 = np.load('Output2.npy')
d21 = data2[2]
d2 = d21.sum(1)

max_y1 = max(d1)
max_x1 = xvals[d1.argmax()]

max_y2 = max(d2)
max_x2 = xvals[d2.argmax()]

diff1 = int(max_x2 - max_x1)
diff2 = int(max_y1 / max_y2)

D2 = d2[diff1:3543]

dist = distancefunc(name="euclidean")

windowtype = "scband"

query = d1
template = D2
'''
UNCOMMENT BELOW FOR THE DTWPY ALIGNMENT. IT IS THE SAME AS DTAI BUT TAKES LONGER TO RUN.
'''
'''

dist = distancefunc(name="euclidean")

windowtype="scband"

figure_number = 1